Backtesting for counterparty credit risk
Year of publication: |
2014
|
---|---|
Authors: | Schnitzler, Sebastian ; Rother, Niklas ; Plank, Holger ; Glößner, Peter |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 8.2014, 4, p. 3-17
|
Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | USA | United States |
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